+163.8%
MPC vs TSLQ
-96.3%
+260.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -1.6% |
| 7D | -16.2% | +19.7% | -35.9% | -15.2% |
| 30D | -15.7% | +4.1% | -19.8% | -15.3% |
| 3M | +24.9% | -30.9% | +55.8% | +23.2% |
| 6M | +52.7% | -13.6% | +66.3% | +53.5% |
| YTD | +131.9% | -2.6% | +134.4% | +136.3% |
| 1Y | +96.6% | -10.4% | +107.1% | +99.9% |
| 3Y | +163.8% | -96.4% | +260.2% | +141.3% |
| All | +163.8% | -96.3% | +260.1% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling